When Are Variance Ratio Tests for Serial Dependence Optimal?

Authors
JON FAUST
Citation
JON FAUST, When Are Variance Ratio Tests for Serial Dependence Optimal?, Econometrica, 60(05), 1992, pp. 1215
Journal title
Econometrica → ACNP
ISSN journal
00129682
Volume
60
Issue
05
Year of publication
1992
Database
ICR
SICI code
0012-9682(1992)60:05<1215:WAVRTF>2.0.ZU;2-U